Senior Quant, Equity Derivatives

About Us

CITIC Securities International is a wholly owned subsidiary of CITIC Securities and its overseas business platform. Our award-winning research, extensive footprint in Asia, direct links to China and highly experienced finance professionals set us apart within the industry. As part of CITIC Securities (SSE: 600030, SEHK: 6030), China’s leading investment bank, CITIC Securities International is uniquely positioned to facilitate cross-border capital flows and connect China to the world and the world to China. CITIC Securities International operates from 13 countries across Asia, Australia, Europe and the Americas. We offer comprehensives financial solutions to a large and diverse client base that includes global institutional investors, corporations, governments and high-net-worth individuals.

Position Description

We are seeking a Senior Quant to join our team, focusing on equity derivatives. The successful candidate will play a key role in designing and innovating our equity derivative library, building resilient risk/pricing infrastructure in collaboration with IT, and developing advanced tools for volatility fitting and dividend marking. This position offers a unique opportunity to support daily trading activities, develop trading tools, and collaborate with global teams to drive growth in the EMEA region. The ideal candidate will possess strong technical expertise, a deep understanding of equity derivatives, and a proactive, problem-solving mindset.

Key Areas of Responsibilities

• Designing and innovating equity derivative library.
• Working with IT to build a resilient risk/pricing infrastructure.
• Building Vol Fitting tools and Dividend marking tools.
• Supporting daily trading tasks.
• Building trading tools and helping sales & trading expand business in EMEA.
• Working with global quants on global quant projects.
• Improving the current pricing library and adding more pricing product and models.
• Improving and maintaining the RFQ platform.

Requirements

• Bachelor’s degree or above in Finance, Mathematics, Sciences, Engineering or related discipline(s).
• Minimum 6 years of direct and relevant experience.
• Extensive knowledge of Equity Derivatives.
• Coding skills are required.
• Strong motivation and project-solving skills.
• Strong interpersonal and organizational skills
• Able to work independently with good attention to detail and a proactive mindset.
• Fluent in both spoken and written English.